Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.80% | 110.13 % | 111.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,321 CHF | 277,527 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 109.97 % | 110.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,858 CHF | 277,058 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 109.74 % | 110.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,343 CHF | 276,543 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 109.53 % | 110.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,475 CHF | 275,675 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 109.11 % | 109.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,993 CHF | 275,193 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 109.08 % | 109.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,661 CHF | 274,861 CHF | 99.35% | 99.35% |
05/07/2024 | 0.80% | 109.03 % | 109.91 % | 150,000 | 250,000 | 178,155 | 250,000 | 194,366 CHF | 274,945 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 108.92 % | 109.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,196 CHF | 274,378 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 109.00 % | 109.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,537 CHF | 274,735 CHF | 99.78% | 99.78% |
02/07/2024 | 0.80% | 109.06 % | 109.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,641 CHF | 274,841 CHF | 100.00% | 100.00% |